Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression

DOI10.1016/J.CSDA.2023.107901zbMATH Open1543.62222MaRDI QIDQ6554253FDOQ6554253

Authors: Xiaofei Wu, Hao Ming, Zhimin Zhang, Zhenyu Cui 

Publication date: 12 June 2024

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

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zbMATH Keywords

quantile regressionoracle propertiesfused LASSOmulti-block ADMM

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cited In (2)

• An explainable fused Lasso regression model for handling high-dimensional fuzzy data
• Group sparse structural smoothing recovery: model, statistical properties and algorithm

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